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Published in:
2010 | OriginalPaper | Chapter
Strong Sub- and Super-Gaussianity
Authors : Jason A. Palmer, Ken Kreutz-Delgado, Scott Makeig
Published in: Latent Variable Analysis and Signal Separation
Publisher: Springer Berlin Heidelberg
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We introduce the terms
strong sub- and super-Gaussianity
to refer to the previously introduced class of densities log-concave is
x
2
and log-convex in
x
2
respectively. We derive relationships among the various definitions of sub- and super-Gaussianity, and show that strong sub- and super-Gaussianity are related to the score function being star-shaped upward or downward with respect to the origin. We illustrate the definitions and results by extending a theorem of Benveniste, Goursat, and Ruget on uniqueness of separating local optima in ICA.